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This is like with children playing doctor: most of the imitation activity they can come up with is going to be harmless, but if they get their hands on real medications and start actually taking them at random, then they can get into real trouble.
Similarly with Tantra, as long as all you do is mindlessly repeat some mantras and get a tattoo of a wrathful deity on your arm, you'll be alright. But if you were to read some serious self-visualization guidelines and started imagining yourself as a random yidam, then you might very likely exhaust all your energy and consequently die, or worse, get stuck in a nightmarish realm.
What's nice about gurus, they know what you need to do, and most importantly why. In other words, they see your energy configuration, and they know what the right configuration looks like.
The easiest way to get initiated into tantric Buddhism, is to go to a lecture of a local Tibetan lama and sign up for an interview (it is he who interviews you, not the other way around). Based on the interview, if you look serious enough, and most importantly cooperative enough that the guru won't have to argue with you over every little practice ("why do I have to do 100,000 prostrations?!") -- then you may get accepted for a NgΓΆndro course. (Many teachers tend to have all their new students begin NGondro at the same time, so you may hear "Lama such-and-such accepts students for a new NGondro, to start the next spring.") Ngondro may take anywhere from one to three years during which you will not see anything remotely exciting or interesting. If you have enough diligence to last through Ngondro, and you prove yourself as smart enough to pick up hints and subtleties, but also psychologically stable enough, then you might be accepted into an actual tantra.
Upvote:5
+1 to Andrei's answer. I'd like to add just one thing, which is that yes, it is hard to find someone to play the role of the guru for tantric practice. In America in particular, there's a tendency for ordinary people to fall into one of two extremes: extreme independence, individualism, and mistrust of spiritual authority; or, when one encounters a "guru" who triggers something inside you, extreme devotion and mindless abnegation of self.
I'll briefly comment on why I am comfortable with my guru.
At the outermost level, I have examined his background and training and I know that he is highly educated in the traditions that I'm interested in, which in my case is all the Tibetan traditions, Buddhist and Bon. At this point I've had enough years to study some of the texts in these traditions, and I recognize that the stuff he seems to know accords and complements with my own readings of the texts. So I trust his intellectual knowledge.
At a more inner level, I've known him long enough to feel that he is kind. You know how some of your friends you trust to bail you out when you really, really need it? They might be jokers or goof-offs, but you know that when push comes to shove, they got your back. Over time and experience, I developed this sense of trust in the guru's compassion for me. This doesn't mean he goes around feeding every single puppy and starving baby in the world until he collapses from exhaustion; if he did, then he wouldn't be much good to me or any of his other formal students. But his kindness for his own circle is certain.
At the very subtle or secret level, when I examine the, shall we say, "epic narrative" of my life, my own personal conclusion is that it looks like I was seeking wisdom, and gradually came closer and closer, and eventually developed a stable personal relationship with a teacher. The story plays right with my intuition. I can't explain that more specifically except to say that it was a natural development; it's not like I dropped acid then took off all my clothes and moved to another continent and then said "hey look I found my guru!" I mean, if that really works for you, I'm not judging; my point is simply that this connection arose fairly smoothly and naturally for me (although it took many years).
To round out that general set of principles, a couple other tidbits I think are important are:
As Andrei says, if you're at a loss for where to start, then a formal Ngondro with a Tibetan lama is a good way to go. Ngondro doesn't require a strict samaya (vows of devotion to the guru), so you can start the Ngondro and still keep your eyes open as you intelligently evaluate the situation.
Watch out for Westerners who call themselves gurus. At the risk of exoticism, I will say frankly and honestly that although I have encountered many, many Western students of Buddhism who have wonderful hearts and great insight as guides, I have yet to encounter more than I can count on one hand of Westerners who appear (or even who have a reputation for) legitimately having mastered the kind of advanced tantric practices that the OP is asking about. It's just not there yet. Tantric Buddhism has been available to Americans for what, 30 or 40 years? That's not really that long. It's not a huge strike against us that it hasn't fully taken root yet. I know that my lama is very clear that his deepest heartfelt desire is to transmit his lineage to his Western students so that the teaching lineage can really take root here, and I imagine that many other Tibetan lamas feel the same way. I honestly don't think they're holding out on us. (Well, maybe some of them are.) But it's a challenging task; the teaching has to happen across a pretty wide gulf of language and culture, and it's no surprise that it would be a slow process.
Beware of "peak experiences". Just because someone facilitates a peak experience for you, doesn't mean they're a qualified guru. You might feel amazing in ways you never imagined possible, but trust me, I can give you drugs that will take you even farther, and then when you come back to Earth I'm still just some dude on the internet, so please don't give me all your money and devote your life to me just because I spent time in the rave scene in the '90s when the E was pure. (Note: I'm referring to the saga of the Bhagwan Shree Rajneesh in Oregon, a noted case of cult-building through drug sacraments. It happens.)